Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
Corral the zombies, then shoot them when they're in a big group.
There are jumps in some of the arenas, but it's usually best to keep your wheels on the ground.
Obstacles will flash red if they're about to pop out of the arena floor.